XPRTX vs. MVO
Compare and contrast key facts about Invesco Senior Loan Fund (XPRTX) and MV Oil Trust (MVO).
XPRTX is managed by Invesco. It was launched on Oct 3, 1989.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XPRTX or MVO.
Key characteristics
| XPRTX | MVO | |
|---|---|---|
| YTD Return | 6.20% | -14.15% |
| 1Y Return | 8.94% | -12.92% |
| 3Y Return (Ann) | 5.04% | 17.20% |
| 5Y Return (Ann) | 5.47% | 24.82% |
| 10Y Return (Ann) | 4.58% | 3.41% |
| Sharpe Ratio | 2.76 | -0.45 |
| Sortino Ratio | 6.83 | -0.45 |
| Omega Ratio | 2.20 | 0.94 |
| Calmar Ratio | 10.39 | -0.37 |
| Martin Ratio | 36.79 | -0.90 |
| Ulcer Index | 0.24% | 15.14% |
| Daily Std Dev | 3.24% | 30.07% |
| Max Drawdown | -49.06% | -89.58% |
| Current Drawdown | -0.17% | -29.75% |
Correlation
The correlation between XPRTX and MVO is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XPRTX vs. MVO - Performance Comparison
In the year-to-date period, XPRTX achieves a 6.20% return, which is significantly higher than MVO's -14.15% return. Over the past 10 years, XPRTX has outperformed MVO with an annualized return of 4.58%, while MVO has yielded a comparatively lower 3.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XPRTX vs. MVO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan Fund (XPRTX) and MV Oil Trust (MVO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
XPRTX vs. MVO - Dividend Comparison
XPRTX's dividend yield for the trailing twelve months is around 9.86%, less than MVO's 17.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPRTX Invesco Senior Loan Fund | 9.86% | 9.78% | 9.08% | 4.99% | 4.40% | 4.91% | 5.31% | 4.46% | 5.45% | 5.86% | 5.40% | 6.40% |
MVO MV Oil Trust | 17.23% | 12.15% | 13.59% | 11.16% | 15.71% | 16.75% | 20.29% | 8.57% | 6.42% | 26.18% | 23.30% | 13.55% |
Drawdowns
XPRTX vs. MVO - Drawdown Comparison
The maximum XPRTX drawdown since its inception was -49.06%, smaller than the maximum MVO drawdown of -89.58%. Use the drawdown chart below to compare losses from any high point for XPRTX and MVO. For additional features, visit the drawdowns tool.
Volatility
XPRTX vs. MVO - Volatility Comparison
The current volatility for Invesco Senior Loan Fund (XPRTX) is 0.90%, while MV Oil Trust (MVO) has a volatility of 7.80%. This indicates that XPRTX experiences smaller price fluctuations and is considered to be less risky than MVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.